-11.1%
CHYM vs DKS
-23.3%
+12.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | -2.3% | -2.0% | -0.2% | -1.9% |
| 30D | +4.4% | -32.7% | +37.2% | +12.1% |
| 3M | +91.3% | -38.8% | +130.1% | +110.8% |
| 6M | +44.0% | -29.4% | +73.4% | +50.4% |
| YTD | +31.1% | -30.3% | +61.4% | +36.7% |
| 1Y | +37.8% | -39.6% | +77.4% | +51.2% |
| All | -11.1% | -23.3% | +12.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling